Optimal Solution Algorithms: Duality, Interior Points, & Sensitivity Analysis

Explore the efficiency of interior point methods and duality in optimization problems, with a focus on primal-dual algorithms and sensitivity analysis. Understand the transition from simplex methods to interior point methods, discussing the concepts of primal and dual linear programming models, lagrangian and barrier approaches, and the application of computational complexity in problem-solving. Dive deep into the workings of the primal-dual path following algorithm and its impact on optimizing problems efficiently. Discover how interior point methods have revolutionized industrial problem-solving with their polynomial worst-case running times and impressive theoretical and practical behavior.

• optimization algorithms
• interior point methods
• primaldual algorithm
• sensitivity analysis
• duality
• linear programming
• computational complexity
• efficiency

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